+102.7%
RIO vs ELF
-23.6%
+126.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.8% |
| 7D | +1.9% | -1.2% | +3.1% | +2.0% |
| 30D | +5.0% | +5.9% | -1.0% | +4.6% |
| 3M | +5.1% | +99.5% | -94.4% | +1.1% |
| 6M | +17.6% | +26.5% | -8.9% | +15.8% |
| YTD | +36.3% | +37.2% | -0.9% | +33.2% |
| 1Y | +71.2% | -24.4% | +95.6% | +72.0% |
| 3Y | +102.7% | -23.3% | +126.0% | +90.4% |
| All | +102.7% | -23.6% | +126.3% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling